PCA Index Dashboard Examples#
This script was last run at 2024-03-13 22:50:58.129174+00:00 (UTC)
In US/Central Time, this is 2024-03-13 17:50:58.129174-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897695 | -0.476285 | 0.085431 | -0.007212 | 0.545904 | 0.254925 |
| 1997-01-03 | -0.885987 | -0.476285 | -0.156335 | 0.008310 | 0.745457 | 0.205777 |
| 1997-01-06 | -0.882084 | -0.476285 | -0.064921 | -0.014974 | 0.778330 | 0.269707 |
| 1997-01-07 | -0.882084 | -0.455454 | -0.129874 | -0.046018 | 0.837949 | 0.383300 |
| 1997-01-08 | -0.893792 | -0.455454 | -0.022823 | -0.084823 | 0.785991 | 0.496501 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-07 | -0.815738 | -1.497026 | -0.720457 | 1.808880 | 1.132795 | -0.250832 |
| 2024-03-08 | -0.819640 | -1.476194 | -0.684372 | 1.870969 | 1.023015 | -0.227843 |
| 2024-03-11 | -0.819640 | -1.497026 | -0.626637 | 1.870969 | 0.924717 | -0.175524 |
| 2024-03-12 | -0.843057 | -1.507441 | -0.792626 | 1.816641 | 1.034739 | 0.037323 |
| 2024-03-13 | -0.843057 | -1.507441 | -0.792626 | 1.816641 | 1.105902 | 0.037323 |
7186 rows × 6 columns
pc1
DATE
1997-01-02 -0.579367
1997-01-03 -0.685583
1997-01-06 -0.668462
1997-01-07 -0.704854
1997-01-08 -0.674495
...
2024-03-07 -1.532058
2024-03-08 -1.511196
2024-03-11 -1.486755
2024-03-12 -1.590565
2024-03-13 -1.605744
Name: PC1, Length: 7186, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()